Find the optimal portfolio for the exponential utility from terminal wealth in continuous time by solving the

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Find the optimal portfolio for the exponential utility from terminal wealth in continuous time by solving the HJB PDE.
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...
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Organic Chemistry

ISBN: 9788120307209

6th Edition

Authors: Robert Thornton Morrison, Robert Neilson Boyd

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